+204.8%
IP vs IOVA
-91.7%
+296.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +3.4% | -41.3% | +44.6% | +4.3% |
| 30D | +11.2% | -38.5% | +49.7% | +12.1% |
| 3M | -14.8% | +99.5% | -114.3% | -16.6% |
| 6M | +17.3% | +126.0% | -108.7% | +14.2% |
| YTD | -6.2% | +218.7% | -224.9% | -9.7% |
| 1Y | +2.3% | +378.0% | -375.7% | -2.5% |
| 3Y | +17.7% | +106.7% | -89.0% | +12.2% |
| 5Y | -8.4% | -64.5% | +56.1% | -11.1% |
| 10Y | +32.1% | +50.0% | -17.9% | +23.6% |
| All | +204.8% | -91.7% | +296.5% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling